A note on the Lindeberg condition for convergence to stable laws in Mallows distance

Barbosa, Euro G.; Dorea, Chang C.Y.

Bernoulli, Tome 15 (2009) no. 1, p. 922-924 / Harvested from Project Euclid

Résumé

We correct a condition in a result of Johnson and Samworth (Bernoulli 11 (2005) 829–845) concerning convergence to stable laws in Mallows distance. We also give an improved version of this result, setting it in the more familiar context of a Lindeberg-like condition.

Publié le : 2009-08-15
Classification: Lindeberg condition, Mallows distance, stable laws

@article{1251463287,
     author = {Barbosa, Euro G. and Dorea, Chang C.Y.},
     title = {A note on the Lindeberg condition for convergence to stable laws in Mallows distance},
     journal = {Bernoulli},
     volume = {15},
     number = {1},
     year = {2009},
     pages = { 922-924},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1251463287}
}

Barbosa, Euro G.; Dorea, Chang C.Y. A note on the Lindeberg condition for convergence to stable laws in Mallows distance. Bernoulli, Tome 15 (2009) no. 1, pp.  922-924. http://gdmltest.u-ga.fr/item/1251463287/